+760.1%
COST vs SYF
+178.4%
+581.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +5.0% | -2.0% | +7.0% | +5.3% |
| 30D | +12.8% | +1.2% | +11.6% | +12.6% |
| 3M | +15.2% | -9.4% | +24.5% | +16.7% |
| 6M | +7.4% | +4.4% | +3.0% | +6.3% |
| YTD | +29.0% | -11.9% | +41.0% | +30.5% |
| 1Y | +20.3% | -0.4% | +20.7% | +19.3% |
| 3Y | +99.0% | +159.6% | -60.6% | +66.2% |
| 5Y | +125.7% | +60.9% | +64.8% | +98.6% |
| All | +760.1% | +178.4% | +581.7% | +582.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling